+3,990.3%
ASX vs MKTX
+1,471.0%
+2,519.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | +12.4% | +0.2% | +12.1% | +12.3% |
| 30D | -19.8% | +0.9% | -20.7% | -20.0% |
| 3M | -10.3% | +2.6% | -12.9% | -10.8% |
| 6M | +1.2% | +20.4% | -19.2% | -3.7% |
| YTD | +123.0% | -7.1% | +130.1% | +123.5% |
| 1Y | +145.4% | -2.8% | +148.2% | +143.3% |
| 3Y | +368.6% | -21.7% | +390.4% | +373.3% |
| 5Y | +486.0% | -54.5% | +540.5% | +558.3% |
| 10Y | +941.0% | +13.0% | +928.1% | +823.4% |
| All | +3,990.3% | +1,471.0% | +2,519.2% | +1,447.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling